+219.8%
VT vs WCC
+492.1%
-272.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.1% | -5.5% | +0.7% |
| 7D | +0.4% | -5.7% | +6.1% | +1.4% |
| 30D | -2.6% | -13.5% | +10.9% | +0.3% |
| 3M | -3.2% | -12.9% | +9.6% | -0.8% |
| 6M | +0.9% | -10.7% | +11.6% | +2.2% |
| YTD | +11.3% | +30.0% | -18.7% | +2.0% |
| 1Y | +14.0% | +24.7% | -10.7% | +5.4% |
| 3Y | +75.8% | +136.6% | -60.7% | +32.0% |
| 5Y | +57.8% | +143.9% | -86.1% | +12.3% |
| 10Y | +219.8% | +465.9% | -246.1% | +65.9% |
| All | +219.8% | +492.1% | -272.3% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling